Optimal Sampling for Kernel Quadrature on Unbounded Domains

Abstract

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-α/d}$ for smoothness $α$ in dimension $d$. Existing rate-optimal methods often depend on deterministic point sets tailored to a specific kernel, making them sensitive to misspecification and less robust in practice. In this work, we study randomized quadrature methods with a focus on robustness rather than kernel-specific optimality. We construct an explicit, $n$-dependent sampling distribution that achieves minimax rates for worst-case error over smoothness classes without requiring knowledge of the kernel. This kernel-agnostic design improves robustness while retaining optimal rates. Our analysis includes unbounded sampling measures such as Gaussian and Student-$t$ distributions, extending beyond compact domains. The results provide both theoretical guarantees and a practical recipe for robust, rate-optimal randomized quadrature.